The Gunners have not won a single European trophy since the 1993-1994 Cup Winners' Cup, which was three decades ago.
They have come close, reaching UEFA Cup and Europa League finals, but not going all the way.
"That's a long time and I would like to be the first one to break that negative record," he told reporters.
"But you have to start somewhere and it's now. So it's time to play well and earn the right to win the match.
"We don't have that many players available unfortunately with injuries we picked up in the last two weeks."